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Liquidity in the cryptocurrency market and commonalities across anomalies
16 references·4 citing·46 second hop
Liquidity in the cryptocurrency market and commonalities across anomalies (2022)Liquidity in the cryptocurrency market an…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Dilemma not Trilemma: The Glo…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Maxing out: Stocks as lotteri…Who Gambles in the Stock Market? (2009)Who Gambles in the Stock Mark…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …A Unified Framework for Monetary Theory and Policy Analysis (2005)A Unified Framework for Monet…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Stock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…The hidden costs of stock market liquidity (1993)The hidden costs of stock mar…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Fads, Martingales, and Market Efficiency (1990)Fads, Martingales, and Market…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Other Solutions to Nash's Bargaining Problem (1975)Other Solutions to Nash's Bar…The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis (2024)The use of high-frequency dat…Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI (2023)Prediction and interpretation…Machine Learning and the Cross-Section of Cryptocurrency Returns (2022)Machine Learning and the Cros…Do news headlines matter in the cryptocurrency market? (2022)Do news headlines matter in t…The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)Liquidity and leverage (2008)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)International Liquidity and Exchange Rate Dynamics * (2015)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)The Wall Street Consensus (2021)The Bargaining Problem (1950)Marriage and Household Decision-Making: A Bargaining Analysis (1980)Macroeconomic Policy in a Two-Party System as a Repeated Game (1987)The Stag Hunt and the Evolution of Social Structure (2003)Games and Decisions (2015)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Advances in prospect theory: Cumulative representation of uncertainty (1992)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Stocks as Lotteries: The Implications of Probability Weighting for Security Prices (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)On the mechanics of economic development (1988)A Contribution to the Empirics of Economic Growth (1992)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Law, finance, and economic growth in China (2005)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Credit Rationing in Markets with Imperfect Information (1981)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Financial intermediation and growth: Causality and causes (2000)
this work references cited by second hop

References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2009Who Gambles in the Stock Market?1,808 cited
  • 1975Other Solutions to Nash's Bargaining Problem1,805 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 2010Maxing out: Stocks as lotteries and the cross-section of expected returns1,631 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 2005A Unified Framework for Monetary Theory and Policy Analysis1,525 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited

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1993
The hidden costs of stock market liquidity
1,020 cited

Cited by

  • 2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI67 cited
  • 2022Do news headlines matter in the cryptocurrency market?44 cited
  • 2022Machine Learning and the Cross-Section of Cryptocurrency Returns30 cited
  • 2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis26 cited